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~isPartOf:"Journal of financial economics"
~isPartOf:"Journal of monetary economics"
~subject:"Geldpolitik"
~subject:"Optionspreistheorie"
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Geldpolitik
Optionspreistheorie
Yield curve
188
Zinsstruktur
188
Theorie
77
Theory
77
Risikoprämie
50
Risk premium
50
USA
43
United States
43
Monetary policy
40
Estimation
37
Schätzung
37
Credit risk
30
Kreditrisiko
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CAPM
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Capital income
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Kapitaleinkommen
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Interest rate
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Zins
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Public bond
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Term structure
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Öffentliche Anleihe
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47
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Rudebusch, Glenn D.
3
Angelini, Paolo
2
Berndt, Antje
2
Christensen, Jens H. E.
2
Goodfriend, Marvin
2
López, José A.
2
McCallum, Bennett T.
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Mumtaz, Haroon
2
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Yeltekin, Şevin
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Bai, Jennie
1
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1
Binsbergen, Jules H. van
1
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Ceballos, Luis
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1
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1
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Journal of financial economics
Journal of monetary economics
Journal of banking & finance
45
NBER working paper series
45
Working paper / National Bureau of Economic Research, Inc.
45
International journal of theoretical and applied finance
42
Working paper series / European Central Bank
42
Discussion paper / Centre for Economic Policy Research
36
NBER Working Paper
35
Mathematical finance : an international journal of mathematics, statistics and financial theory
33
ECB Working Paper
30
Journal of international money and finance
29
Finance and economics discussion series
28
Working papers series / Federal Reserve Bank of San Francisco
24
Applied economics
23
Discussion papers / CEPR
23
The journal of computational finance
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Working papers / Bank for International Settlements
23
Working papers / The Levy Economics Institute
23
Journal of economic dynamics & control
22
Journal of money, credit and banking : JMCB
22
Applied mathematical finance
21
Economic modelling
20
Staff reports / Federal Reserve Bank of New York
20
The journal of fixed income
20
Review of derivatives research
19
Working paper
19
Economics letters
18
Finance and stochastics
18
The journal of derivatives : the official publication of the International Association of Financial Engineers
18
The North American journal of economics and finance : a journal of financial economics studies
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Discussion paper
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Quantitative finance
16
Staff working paper / Bank of Canada
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Applied economics letters
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Finance research letters
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The journal of futures markets
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IMF working papers
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International journal of financial engineering
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ECONIS (ZBW)
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1
Treasury option returns and models with unspanned risks
Bakshi, Gurdip S.
;
Crosby, John
;
Gao, Xiaohui
;
Hansen, …
- In:
Journal of financial economics
150
(
2023
)
3
,
pp. 1-30
Persistent link: https://www.econbiz.de/10014462650
Saved in:
2
Why does the Fed move markets so much? : a model of monetary policy and time-varying risk aversion
Pflueger, Carolin E.
;
Rinaldi, Gianluca
- In:
Journal of financial economics
146
(
2022
)
1
,
pp. 71-89
Persistent link: https://www.econbiz.de/10013482163
Saved in:
3
Risk-free interest rates
Binsbergen, Jules H. van
;
Diamond, William F.
; …
- In:
Journal of financial economics
143
(
2022
)
1
,
pp. 1-29
Persistent link: https://www.econbiz.de/10013350614
Saved in:
4
Credit risk and the transmission of interest rate shocks
Palazzo, Berardino
;
Yamarthy, Ram
- In:
Journal of monetary economics
130
(
2022
),
pp. 120-136
Persistent link: https://www.econbiz.de/10013396267
Saved in:
5
Central bank communication and the yield curve
Leombroni, Matteo
;
Vedolin, Andrea
;
Venter, Gyuri
; …
- In:
Journal of financial economics
141
(
2021
)
3
,
pp. 860-880
Persistent link: https://www.econbiz.de/10012873067
Saved in:
6
Delphic and odyssean monetary policy shocks : evidence from the euro area
Andrade, Philippe
;
Ferroni, Filippo
- In:
Journal of monetary economics
117
(
2021
),
pp. 816-832
Persistent link: https://www.econbiz.de/10012603261
Saved in:
7
Monetary policy surprises and their transmission through term premia and expected interest rates
Kaminska, Iryna
;
Mumtaz, Haroon
;
Šustek, Roman
- In:
Journal of monetary economics
124
(
2021
),
pp. 48-65
Persistent link: https://www.econbiz.de/10013274268
Saved in:
8
Private money creation with safe assets and term premia
Infante, Sebastian
- In:
Journal of financial economics
136
(
2020
)
3
,
pp. 828-856
Persistent link: https://www.econbiz.de/10012545736
Saved in:
9
The leverage effect and the basket-index put spread
Bai, Jennie
;
Goldstein, Robert S.
;
Yang, Fan
- In:
Journal of financial economics
131
(
2019
)
1
,
pp. 186-205
Persistent link: https://www.econbiz.de/10012130889
Saved in:
10
Channels of US monetary policy spillovers to international bond markets
Albagli, Elias
;
Ceballos, Luis
;
Claro, Sebastián
; …
- In:
Journal of financial economics
134
(
2019
)
2
,
pp. 447-473
Persistent link: https://www.econbiz.de/10012166851
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